Anic Equity¶

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Total return since start: 0.597 %¶

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Equity now: -----------------------------> 48780.01 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44718.41 Kr¶

PnL: ---------------------------------------> -337.59 Kr¶

DD now: ---------------------------------> -8.171 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-07 21:25:57.969870'

Anic Portfolio¶

Today¶

Return: 0.966 %¶

This Week¶

Return: -1.061 %¶

Total portfolio value¶

Return including deposits: 59.693 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.980000 1612.440000 143.440000 9.760000 1468.999998
Hexatronic Group 12 8.300000 1080.000000 113.000000 11.690000 966.999996
VEF 909 5.360000 1928.900000 78.900000 4.260000 1850.000436
Hoist Finance 35 2.760000 1041.250000 61.250000 6.250000 980.000000
INVISIO 16 2.410000 3744.000000 55.000000 1.490000 3689.000000
OX2 13 0.600000 977.600000 27.600000 2.910000 949.999999
HEXPOL B 9 3.030000 1039.500000 18.500000 1.810000 1020.999996
Atrium Ljungberg B 5 -1.350000 952.000000 17.000000 1.820000 935.000000
Sagax B 4 1.540000 868.800000 14.800000 1.730000 854.000000
Sagax A 4 1.880000 868.000000 14.000000 1.640000 854.000000
JM 6 0.480000 876.600000 12.600000 1.460000 864.000000
BioGaia B 8 2.990000 938.400000 8.400000 0.900000 930.000000
Gränges 9 2.060000 935.100000 7.100000 0.770000 927.999999
Clas Ohlson B 12 4.960000 978.000000 5.000000 0.510000 972.999996
Byggmax Group 33 3.370000 951.720000 -4.280000 -0.450000 956.000001
Bilia A 8 1.730000 893.600000 -6.400000 -0.710000 900.000000
Catena 2 -1.510000 785.200000 -6.800000 -0.860000 792.000000
Addnode Group B 11 3.570000 910.250000 -10.750000 -1.170000 921.000003
Biotage 7 -0.230000 927.500000 -13.500000 -1.430000 940.999997
AcadeMedia 8 -2.920000 388.320000 -13.680000 -3.400000 402.000000
SKF B 5 2.860000 926.000000 -14.000000 -1.490000 940.000000
Creaspac SPAC 39 0.210000 3693.300000 -24.700000 -0.660000 3717.999987
EQT 4 1.770000 807.200000 -24.800000 -2.980000 832.000000
ASSA ABLOY B 3 -0.360000 750.300000 -28.700000 -3.680000 779.000001
Nordic Waterproofing Holding 7 0.450000 938.000000 -29.000000 -3.000000 966.999999
Latour B 4 2.280000 824.400000 -32.600000 -3.800000 857.000000
Bufab 3 3.590000 1072.200000 -36.800000 -3.320000 1109.000001
Alimak Group 11 0.870000 891.000000 -37.000000 -3.990000 927.999996
Vitec Software Group B 2 2.850000 1046.000000 -41.000000 -3.770000 1087.000000
Platzer Fastigheter Holding B 12 0.530000 913.200000 -47.800000 -4.970000 960.999996
Indutrade 5 0.950000 1164.000000 -54.000000 -4.430000 1218.000000
Orrön Energy 180 1.430000 1980.000000 -63.000000 -3.080000 2043.000000
Sedana Medical 93 1.240000 2425.440000 -95.560000 -3.790000 2521.000011
BHG Group 97 4.130000 1345.390000 -113.610000 -7.790000 1458.999989
Hexagon B 26 -0.160000 3244.800000 -216.200000 -6.250000 3461.000010
TOTAL 44718.410000 -337.590000 -8.17077% 45056.000411

Updated:¶

'2023-07-07 21:26:16.800883'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶